LMNR Options History — July 2025

In July 2025, LMNR traded between $14.72 and $16.44. ATM implied volatility averaged 32.7%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 5.2% (HV 20d: 37.9%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 1.23.

Notable Days

  • 2025-07-21: Highest Volume — 47 contracts
  • 2025-07-03: Largest IV spike — 133.7% change
  • 2025-07-08: Highest IV Rank — 30.9%
  • 2025-07-01: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.40$14.72$16.44$15.92$14.72
Max Pain$15.23$15.00$17.50$17.50$15.00
ATM IV32.7%17.3%50.8%37.3%29.9%
Expected Move8.9%5.0%10.7%10.7%8.6%
HV 20d37.9%26.9%46.8%43.9%26.9%
HV 60d36.8%33.9%42.5%42.0%34.2%
IV Rank14.1%0.0%30.9%15.3%11.6%
IV Percentile23.6%0.0%79.4%49.6%7.5%
Term Structure6.6%-4.8%13.1%-4.8%7.4%
VWIV32.7%28.4%37.1%37.1%28.4%
Skew 25d4.1%-3.0%10.8%6.2%7.9%
Skew 10d6.5%-4.2%15.9%8.2%10.8%
Call IV 25d29.5%16.0%38.7%30.9%31.0%
Put IV 25d33.7%18.6%38.9%37.1%38.9%
Bid-Ask Spread %101.6298.13112.9698.1399.40
Gamma HHI0.630.490.770.600.61
Net GEX-6.6K-11.4K-3.8K-7.4K-5.3K
Net DEX110.4K-124.4K302.0K54.3K302.0K
Net VEX-5.3K-5.5K-5.1K-5.3K-5.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.230.0010.000.030.00
Total Volume13.045047351
Total OI1,880.9551,7631,9871,8391,832

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-07-01$15.92$17.5037.3%10.7%43.9%15.3%37.1%6.2%-4.8%-7.4K54.3K-5.3K0.0398.133417121,127
2025-07-02$16.44$17.5017.3%5.0%45.3%0.0%0.0%2.6%13.1%-4.4K-105.4K-5.2K0.00104.823507301,127
2025-07-03$16.34$15.0040.4%7.2%44.8%21.3%33.1%1.8%5.6%-3.8K-124.4K-5.3K0.00100.632507621,127
2025-07-07$15.59$15.0036.4%10.0%46.8%17.6%0.0%1.1%5.9%-5.5K104.5K-5.4K10.0099.921107791,127
2025-07-08$15.63$15.0050.8%9.7%46.7%30.9%0.0%1.4%6.0%-6.0K75.2K-5.4K0.0099.40007781,137
2025-07-09$15.52$15.0034.2%9.8%41.5%15.6%0.0%10.8%5.4%-8.1K101.7K-5.3K1.00103.36117781,137
2025-07-10$15.87$15.0033.4%9.6%41.8%14.9%0.0%3.4%5.5%-6.4K-6.2K-5.2K0.0099.95007791,138
2025-07-11$15.59$15.0032.4%9.3%39.3%13.9%0.0%0.8%7.6%-7.8K57.5K-5.2K0.0098.312107791,138
2025-07-14$15.26$15.0034.3%9.8%39.7%15.7%0.0%-3.0%5.5%-8.6K193.4K-5.3K0.05103.904428001,138
2025-07-15$15.04$15.0033.4%9.6%38.2%14.8%0.0%4.4%5.5%-9.1K207.9K-5.4K0.00100.640228441,140
2025-07-16$15.09$15.0032.3%9.3%37.3%13.8%0.0%4.5%6.5%-8.5K179.6K-5.5K0.00111.95508441,138
2025-07-17$15.29$15.0033.1%9.5%37.4%14.5%0.0%5.7%6.6%-8.9K121.1K-5.5K0.00100.72008491,138
2025-07-18$15.07$15.0033.9%9.7%37.5%15.3%33.9%3.8%5.1%-11.4K187.5K-5.4K1.57100.067118491,138
2025-07-21$14.97$15.0031.1%8.9%37.2%12.7%31.0%3.0%6.8%-5.5K203.0K-5.3K1.04100.8723246991,064
2025-07-22$15.38$15.0032.7%9.4%38.1%14.2%32.6%5.7%6.2%-5.1K63.3K-5.4K6.00102.87167221,093
2025-07-23$15.42$15.0031.0%8.9%36.9%12.7%0.0%4.8%7.5%-5.2K44.4K-5.4K0.00102.59007221,099
2025-07-24$15.29$15.0029.8%8.6%35.5%11.6%0.0%8.9%8.2%-5.5K94.6K-5.4K0.0098.47107221,099
2025-07-25$15.13$15.0028.8%8.3%30.0%10.6%0.0%8.2%8.7%-5.9K151.1K-5.3K0.0098.91207231,099
2025-07-28$15.13$15.0028.4%8.2%29.7%10.3%28.4%8.1%9.6%-5.3K141.7K-5.3K0.0099.03017251,099
2025-07-29$15.27$15.0029.7%8.5%29.8%11.4%0.0%1.6%8.2%-5.6K122.8K-5.3K0.0098.86107251,100
2025-07-30$14.86$15.0029.8%8.5%30.0%11.5%0.0%-0.6%8.3%-5.6K259.1K-5.2K0.00112.96707251,100
2025-07-31$14.72$15.0029.9%8.6%26.9%11.6%0.0%7.9%7.4%-5.3K302.0K-5.1K0.0099.40107321,100